scikit-opt
一个封装了7种启发式算法的 Python 代码库
(差分进化算法、遗传算法、粒子群算法、模拟退火算法、蚁群算法、鱼群算法、免疫优化算法)
安装
pip install scikit-opt
或者直接把源代码中的 sko 文件夹下载下来放本地也调用可以
特性
特性1:UDF(用户自定义算子)
举例来说,你想出一种新的“选择算子”,如下
-> Demo code: examples/demo_ga_udf.py#s1
# step1: define your own operator:def selection_tournament(algorithm, tourn_size): FitV = algorithm.FitV sel_index = [] for i in range(algorithm.size_pop): aspirants_index = np.random.choice(range(algorithm.size_pop), size=tourn_size) sel_index.append(max(aspirants_index, key=lambda i: FitV[i])) algorithm.Chrom = algorithm.Chrom[sel_index, :] # next generation return algorithm.Chrom
导入包,并且创建遗传算法实例
-> Demo code: examples/demo_ga_udf.py#s2
import numpy as npfrom sko.GA import GA, GA_TSPdemo_func = lambda x: x[0] ** 2 + (x[1] - 0.05) ** 2 + (x[2] - 0.5) ** 2ga = GA(func=demo_func, n_dim=3, size_pop=100, max_iter=500, lb=[-1, -10, -5], ub=[2, 10, 2], precision=[1e-7, 1e-7, 1])
把你的算子注册到你创建好的遗传算法实例上
-> Demo code: examples/demo_ga_udf.py#s3
ga.register(operator_name='selection', operator=selection_tournament, tourn_size=3)
scikit-opt 也提供了十几个算子供你调用
-> Demo code: examples/demo_ga_udf.py#s4
from sko.operators import ranking, selection, crossover, mutationga.register(operator_name='ranking', operator=ranking.ranking). register(operator_name='crossover', operator=crossover.crossover_2point). register(operator_name='mutation', operator=mutation.mutation)
做遗传算法运算
-> Demo code: examples/demo_ga_udf.py#s5
best_x, best_y = ga.run()print('best_x:', best_x, '', 'best_y:', best_y)
现在 udf 支持遗传算法的这几个算子: crossover, mutation, selection, ranking
Scikit-opt 也提供了十来个算子,参考这里
提供一个面向对象风格的自定义算子的方法,供进阶用户使用:
-> Demo code: examples/demo_ga_udf.py#s6
class MyGA(GA): def selection(self, tourn_size=3): FitV = self.FitV sel_index = [] for i in range(self.size_pop): aspirants_index = np.random.choice(range(self.size_pop), size=tourn_size) sel_index.append(max(aspirants_index, key=lambda i: FitV[i])) self.Chrom = self.Chrom[sel_index, :] # next generation return self.Chrom ranking = ranking.rankingdemo_func = lambda x: x[0] ** 2 + (x[1] - 0.05) ** 2 + (x[2] - 0.5) ** 2my_ga = MyGA(func=demo_func, n_dim=3, size_pop=100, max_iter=500, lb=[-1, -10, -5], ub=[2, 10, 2], precision=[1e-7, 1e-7, 1])best_x, best_y = my_ga.run()print('best_x:', best_x, '', 'best_y:', best_y)
特性2: GPU 加速
GPU加速功能还比较简单,将会在 1.0.0 版本大大完善。
有个 demo 已经可以在现版本运行了
特性3:断点继续运行
例如,先跑10代,然后在此基础上再跑20代,可以这么写:
from sko.GA import GAfunc = lambda x: x[0] ** 2ga = GA(func=func, n_dim=1)ga.run(10)ga.run(20)
快速开始
1. 差分进化算法
Step1:定义你的问题,这个demo定义了有约束优化问题
-> Demo code: examples/demo_de.py#s1
'''min f(x1, x2, x3) = x1^2 + x2^2 + x3^2s.t. x1*x2 >= 1 x1*x2 <= 5 x2 + x3 = 1 0 <= x1, x2, x3 <= 5'''def obj_func(p): x1, x2, x3 = p return x1 ** 2 + x2 ** 2 + x3 ** 2constraint_eq = [ lambda x: 1 - x[1] - x[2]]constraint_ueq = [ lambda x: 1 - x[0] * x[1], lambda x: x[0] * x[1] - 5]
Step2: 做差分进化算法
-> Demo code: examples/demo_de.py#s2
from sko.DE import DEde = DE(func=obj_func, n_dim=3, size_pop=50, max_iter=800, lb=[0, 0, 0], ub=[5, 5, 5], constraint_eq=constraint_eq, constraint_ueq=constraint_ueq)best_x, best_y = de.run()print('best_x:', best_x, '', 'best_y:', best_y)
2. 遗传算法
第一步:定义你的问题
-> Demo code: examples/demo_ga.py#s1
import numpy as npdef schaffer(p): ''' This function has plenty of local minimum, with strong shocks global minimum at (0,0) with value 0 ''' x1, x2 = p x = np.square(x1) + np.square(x2) return 0.5 + (np.sin(x) - 0.5) / np.square(1 + 0.001 * x)
第二步:运行遗传算法
-> Demo code: examples/demo_ga.py#s2
from sko.GA import GAga = GA(func=schaffer, n_dim=2, size_pop=50, max_iter=800, lb=[-1, -1], ub=[1, 1], precision=1e-7)best_x, best_y = ga.run()print('best_x:', best_x, '', 'best_y:', best_y)
第三步:用 matplotlib 画出结果
-> Demo code: examples/demo_ga.py#s3
import pandas as pdimport matplotlib.pyplot as pltY_history = pd.DataFrame(ga.all_history_Y)fig, ax = plt.subplots(2, 1)ax[0].plot(Y_history.index, Y_history.values, '.', color='red')Y_history.min(axis=1).cummin().plot(kind='line')plt.show()
2.2 遗传算法用于旅行商问题
GA_TSP 针对TSP问题重载了 交叉(crossover)、变异(mutation) 两个算子
第一步,定义问题。
这里作为demo,随机生成距离矩阵. 实战中从真实数据源中读取。
-> Demo code: examples/demo_ga_tsp.py#s1
import numpy as npfrom scipy import spatialimport matplotlib.pyplot as pltnum_points = 50points_coordinate = np.random.rand(num_points, 2) # generate coordinate of pointsdistance_matrix = spatial.distance.cdist(points_coordinate, points_coordinate, metric='euclidean')def cal_total_distance(routine): '''The objective function. input routine, return total distance. cal_total_distance(np.arange(num_points)) ''' num_points, = routine.shape return sum([distance_matrix[routine[i % num_points], routine[(i + 1) % num_points]] for i in range(num_points)])
第二步,调用遗传算法进行求解
-> Demo code: examples/demo_ga_tsp.py#s2
from sko.GA import GA_TSPga_tsp = GA_TSP(func=cal_total_distance, n_dim=num_points, size_pop=50, max_iter=500, prob_mut=1)best_points, best_distance = ga_tsp.run()
第三步,画出结果:
-> Demo code: examples/demo_ga_tsp.py#s3
fig, ax = plt.subplots(1, 2)best_points_ = np.concatenate([best_points, [best_points[0]]])best_points_coordinate = points_coordinate[best_points_, :]ax[0].plot(best_points_coordinate[:, 0], best_points_coordinate[:, 1], 'o-r')ax[1].plot(ga_tsp.generation_best_Y)plt.show()
3. 粒子群算法
(PSO, Particle swarm optimization)
3.1 带约束的粒子群算法
第一步,定义问题
-> Demo code: examples/demo_pso.py#s1
def demo_func(x): x1, x2, x3 = x return x1 ** 2 + (x2 - 0.05) ** 2 + x3 ** 2
第二步,做粒子群算法
-> Demo code: examples/demo_pso.py#s2
from sko.PSO import PSOpso = PSO(func=demo_func, dim=3, pop=40, max_iter=150, lb=[0, -1, 0.5], ub=[1, 1, 1], w=0.8, c1=0.5, c2=0.5)pso.run()print('best_x is ', pso.gbest_x, 'best_y is', pso.gbest_y)
第三步,画出结果
-> Demo code: examples/demo_pso.py#s3
import matplotlib.pyplot as pltplt.plot(pso.gbest_y_hist)plt.show()
↑see examples/demo_pso.py
3.2 不带约束的粒子群算法
-> Demo code: examples/demo_pso.py#s4
pso = PSO(func=demo_func, dim=3)fitness = pso.run()print('best_x is ', pso.gbest_x, 'best_y is', pso.gbest_y)
4. 模拟退火算法
(SA, Simulated Annealing)
4.1 模拟退火算法用于多元函数优化
第一步:定义问题
-> Demo code: examples/demo_sa.py#s1
demo_func = lambda x: x[0] ** 2 + (x[1] - 0.05) ** 2 + x[2] ** 2
第二步,运行模拟退火算法
-> Demo code: examples/demo_sa.py#s2
from sko.SA import SAsa = SA(func=demo_func, x0=[1, 1, 1], T_max=1, T_min=1e-9, L=300, max_stay_counter=150)best_x, best_y = sa.run()print('best_x:', best_x, 'best_y', best_y)
第三步,画出结果
-> Demo code: examples/demo_sa.py#s3
import matplotlib.pyplot as pltimport pandas as pdplt.plot(pd.DataFrame(sa.best_y_history).cummin(axis=0))plt.show()
另外,scikit-opt 还提供了三种模拟退火流派: Fast, Boltzmann, Cauchy. 更多参见 more sa
4.2 模拟退火算法解决TSP问题(旅行商问题)
第一步,定义问题。(我猜你已经无聊了,所以不黏贴这一步了)
第二步,调用模拟退火算法
-> Demo code: examples/demo_sa_tsp.py#s2
from sko.SA import SA_TSPsa_tsp = SA_TSP(func=cal_total_distance, x0=range(num_points), T_max=100, T_min=1, L=10 * num_points)best_points, best_distance = sa_tsp.run()print(best_points, best_distance, cal_total_distance(best_points))
第三步,画出结果
-> Demo code: examples/demo_sa_tsp.py#s3
from matplotlib.ticker import FormatStrFormatterfig, ax = plt.subplots(1, 2)best_points_ = np.concatenate([best_points, [best_points[0]]])best_points_coordinate = points_coordinate[best_points_, :]ax[0].plot(sa_tsp.best_y_history)ax[0].set_xlabel("Iteration")ax[0].set_ylabel("Distance")ax[1].plot(best_points_coordinate[:, 0], best_points_coordinate[:, 1], marker='o', markerfacecolor='b', color='c', linestyle='-')ax[1].xaxis.set_major_formatter(FormatStrFormatter('%.3f'))ax[1].yaxis.set_major_formatter(FormatStrFormatter('%.3f'))ax[1].set_xlabel("Longitude")ax[1].set_ylabel("Latitude")plt.show()
咱还有个动画
↑参考代码 examples/demo_sa_tsp.py
5. 蚁群算法
蚁群算法(ACA, Ant Colony Algorithm)解决TSP问题
-> Demo code: examples/demo_aca_tsp.py#s2
from sko.ACA import ACA_TSPaca = ACA_TSP(func=cal_total_distance, n_dim=num_points, size_pop=50, max_iter=200, distance_matrix=distance_matrix)best_x, best_y = aca.run()
6. 免疫优化算法
(immune algorithm, IA)
-> Demo code: examples/demo_ia.py#s2
from sko.IA import IA_TSPia_tsp = IA_TSP(func=cal_total_distance, n_dim=num_points, size_pop=500, max_iter=800, prob_mut=0.2, T=0.7, alpha=0.95)best_points, best_distance = ia_tsp.run()print('best routine:', best_points, 'best_distance:', best_distance)
7. 人工鱼群算法
人工鱼群算法(artificial fish swarm algorithm, AFSA)
-> Demo code: examples/demo_afsa.py#s1
def func(x): x1, x2 = x return 1 / x1 ** 2 + x1 ** 2 + 1 / x2 ** 2 + x2 ** 2from sko.AFSA import AFSAafsa = AFSA(func, n_dim=2, size_pop=50, max_iter=300, max_try_num=100, step=0.5, visual=0.3, q=0.98, delta=0.5)best_x, best_y = afsa.run()print(best_x, best_y)
本文为阿里云原创内容,未经允许不得转载。